+4,194.0%
SWKS vs CCJ
+1,042.0%
+3,152.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.7% | +2.6% | -0.7% |
| 7D | -9.2% | -18.2% | +9.0% | -3.7% |
| 30D | -1.9% | -26.5% | +24.6% | +7.2% |
| 3M | +21.2% | -27.5% | +48.7% | +32.3% |
| 6M | +12.9% | -40.3% | +53.2% | +29.8% |
| YTD | +30.7% | -25.3% | +56.1% | +37.5% |
| 1Y | +14.1% | -28.1% | +42.2% | +20.9% |
| 3Y | -1.7% | +63.8% | -65.5% | -23.8% |
| 5Y | -43.0% | +156.3% | -199.3% | -63.6% |
| 10Y | +34.3% | +787.8% | -753.4% | -50.0% |
| All | +4,194.0% | +1,042.0% | +3,152.0% | +889.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CCJ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling